Articles tagged with #Forecasting




Predicting Historical Volatility for the S&P500

Predicting Historical Volatility is easy with RapidMiner. The attached process uses RapidMiner to recreate a research paper Options trading driven by volatility directional accuracy on how to predict historical volatility (HV) for the S&P500. The idea was to predict the HV 5 trading days ahead from Friday to Friday …